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International Financial Contagion: Theory and Evidence in Evolution
16 references·1 citing·41 second hop
International Financial Contagion: Theory and Evidence in Evolution (2002)International Financial Contagion: Theory…Identification Through Heteroskedasticity (2003)Identification Through Hetero…A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…Rational contagion and the globalization of securities markets (2000)Rational contagion and the gl…On crises, contagion, and confusion (2000)On crises, contagion, and con…What Happened to Asia (1999)What Happened to AsiaNo Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)No Contagion, Only Interdepen…The Onset of the East Asian Financial Crisis (1998)The Onset of the East Asian F…The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…Contagion and Trade: Why Are Currency Crises Regional? (1998)Contagion and Trade: Why Are …Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Contagious Currency Crises (1996)Contagious Currency CrisesThe Tyranny of Numbers: Confronting the Statistical Realities of the East Asian Growth Experience (1995)The Tyranny of Numbers: Confr…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…Informed Speculation with Imperfect Competition (1989)Informed Speculation with Imp…Dating currency crises with ad hoc and extreme value‐based thresholds: East Asia 1970–2002 [Dating currency crises] (2007)Dating currency crises with a…A Model of Balance-of-Payments Crises (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Contagion: Understanding How It Spreads (2000)Emerging markets finance (2003)Information aggregation in a noisy rational expectations economy (1981)Tests of microstructural hypotheses in the foreign exchange market (1995)Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Information Asymmetry, Information Precision, and the Cost of Capital (2011)Credit Rationing in Markets with Imperfect Information (1981)Economic Crises: Evidence and Insights from East Asia (1998)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Demand–Deposit Contracts and the Probability of Bank Runs (2005)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)The portfolio flows of international investors (2001)Financial contagion during COVID–19 crisis (2020)The General Theory of Employment, Interest and Money. (1936)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The separation of ownership and control in East Asian Corporations (2000)Contagion as a Wealth Effect (2001)Competition and Financial Stability (2004)Contagion in financial networks (2010)Limited-dependent and qualitative variables in econometrics (1983)Financial Contagion (2000)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Measuring financial contagion: A Copula approach (2007)Introduction: The International Diffusion of Liberalism (2006)The New Growth Evidence (1999)Government Ownership of Banks (2002)Creative accounting or creative destruction? Firm-level productivity growth in Chinese manufacturing (2011)Emerging equity market volatility (1997)Trying to Explain Home Bias in Equities and Consumption (1999)
this work references cited by second hop

References

  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1995The Tyranny of Numbers: Confronting the Statistical Realities of the East Asian Growth Experience2,285 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements968 cited
  • 1989Informed Speculation with Imperfect Competition963 cited
  • 1996Contagious Currency Crises959 cited
  • 2000Rational contagion and the globalization of securities markets952 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
  • 1998Contagion and Trade: Why Are Currency Crises Regional?798 cited
  • 1999What Happened to Asia781 cited
  • 1998The Onset of the East Asian Financial Crisis

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705 cited

Cited by

  • 2007Dating currency crises with ad hoc and extreme value‐based thresholds: East Asia 1970–2002 [Dating currency crises]32 cited